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Vaccines are considered the best approach for countering the COVID-19 pandemic. In this study, we compared early side effects associated with vaccination with the Sinopharm and Pfizer–BioNTech COVID-19 vaccines. Participants of this observational cohort were interviewed based on semi-structured telephone interviews, with enquiries about side effects that developed after vaccination with each dose of these vaccines. Overall, 1004 participants were enrolled, of which 51.1% received Sinopharm vaccine and 48.9% received the Pfizer–BioNTech vaccine. After the first dose, 46.3% of participants had an adverse reaction, with injection site pain most commonly being reported (33.2%). Participants who received the Pfizer–BioNTech vaccine had significantly higher frequencies of all types of adverse reactions (p < 0.01), with no significant differences in the duration of adverse reactions between the two vaccines. Regarding the second dose, 48.6% of participants had adverse reactions, with injection site pain being most commonly reported (29%). Those who received the Pfizer vaccine reported higher frequencies of all adverse reactions (p < 0.01). However, a longer duration of adverse reactions was seen among Sinopharm vaccine recipients as compared to Pfizer–BioNTech vaccine recipients (p = 0.01). In conclusion, early adverse effects are reported following all types of vaccines but these are more likely to be encountered following the administration of new-generation vaccines. These side effects are mostly mild and treatable.